Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 46.57%
August 31, 2024 46.57%
July 31, 2024 46.57%
June 30, 2024 46.57%
May 31, 2024 46.57%
April 30, 2024 46.57%
March 31, 2024 46.57%
February 29, 2024 46.57%
January 31, 2024 46.57%
December 31, 2023 46.57%
November 30, 2023 46.57%
October 31, 2023 46.57%
September 30, 2023 46.57%
August 31, 2023 47.06%
July 31, 2023 47.06%
June 30, 2023 56.47%
May 31, 2023 56.47%
April 30, 2023 56.47%
March 31, 2023 56.47%
February 28, 2023 56.47%
January 31, 2023 56.47%
December 31, 2022 57.58%
November 30, 2022 63.58%
October 31, 2022 64.35%
September 30, 2022 69.80%
Date Value
August 31, 2022 72.27%
July 31, 2022 74.02%
June 30, 2022 74.02%
May 31, 2022 74.02%
April 30, 2022 76.21%
March 31, 2022 77.74%
February 28, 2022 77.74%
January 31, 2022 77.74%
December 31, 2021 77.74%
November 30, 2021 77.74%
October 31, 2021 77.74%
September 30, 2021 81.19%
August 31, 2021 81.47%
July 31, 2021 81.47%
June 30, 2021 81.47%
May 31, 2021 81.47%
April 30, 2021 81.47%
March 31, 2021 81.47%
February 28, 2021 81.47%
January 31, 2021 81.47%
December 31, 2020 85.35%
November 30, 2020 91.02%
October 31, 2020 91.97%
September 30, 2020 91.97%
August 31, 2020 91.97%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

46.57%
Minimum
Sep 2023
91.97%
Maximum
Nov 2019
70.23%
Average
76.21%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks